2) Research on Effect of Metropiltan Area
都市圈效应研究
3) weekend effect
周内效应
1.
This paper examines the Chinese stock and fund market indices for recent evidence of seasonal anomaly, such as weekend effects, month of the year, week of the month effect and their interrelation.
实证表明,中国市场存在“周二周四”的周内效应;市场大盘指数2月份的收益率相对最高,基金指数在3月份、12月份的收益率较高,同时大盘指数和基金指数9月份的收益率都显著较低;各指数第三季度收益率相对最低;上半年收益率要高于下半年。
2.
In this paper, we empirically examined the weekend effect, month of the year effect and week of the month effect in Chinese stock market.
对中国证券市场中开放式基金和封闭式基金的周内效应、月度效应和月内效应进行了实证检验,并与指数基准进行了比较。
4) weekday effect
周内效应
1.
A study on the weekday effect of return volatility in the stock market;
股市波动的周内效应研究
2.
Finance investors always focus on the weekday effect of the stock market which has been studied by many scholars.
股市周内效应一直是金融投资者关注的焦点问题,许多学者已做了大量研究,但多数文献将收益与波动的周内效应分开来进行研究和检验,忽视了波动与收益的共生性,其结果缺乏严密性和说服力。
3.
This paper takes SSE T-bond index as a subject to examine the possible weekday effect in China\'s T-bond market,using the KruskalWallis test and the GARCH-M model.
为了考察我国国债市场是否具有周内效应这一市场异象,该文以上证国债指数为研究对象,通过Kruskal-Wallis法和GARCH-M模型进行分析检验。
5) the day of the week effect
周内效应
1.
The American stock market was the first market that be examined, and found that the yield on Monday is significant lower than other four days, while the yield on Friday is higher than the rest, so the day of the week effect is also called the Monday effect or the weekend effect.
“周内效应”(day-of-the-week effect)指股票市场在一周内的某一天的平均收益率比一周内其他任何一天的平均收益率高或者低,且在统计上有显著性。
6) the day-of-the-week effect
周内效应
1.
This paper investigates the day-of-the-week effect on stock return and volatility in China during the period of 2000 to 2006.
本文研究《证券法》实施之后的2000—2006年沪深股市收益率与波动的周内效应。
2.
It is important to know if there exists the day-of-the-week effect on returns and volatility in mutual fund.
运用均值方程含有虚拟变量的GARCH(1,1)模型和条件方差方程含有虚拟变量的修正的GARCH(1,1)模型,分别对2003年6月1日至2005年8月18日期间中国开放式基金收益的周内效应和收益波动性的周内效应进行实证研究,结果显示,在研究期间内样本基金收益及收益的波动性在周三这一天显著不同于其他交易日,说明存在“周三效应”。
补充资料：股市
参见：股票市场